Oops, now you force me to edit my answer as well.
The files you mentioned were free downloads btw, and i think they were password protected to pevent damage during downloads etc.

Now for you to protect your files you create password protected for any reason (the virus labs like them often that way) what you got here is really a point which needs people who know this part might be able to asnwer. So all who know please be invited to answer this very burning question!
I thought zip has to do with winzip and rar with rar, and i think it's strange to unrar a zip file, who knows, with the more advanced versions.